+73.3%
CSGP vs ACWI
+219.2%
-145.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | +2.0% |
| 7D | +13.9% | -4.0% | +17.9% | +18.2% |
| 30D | +16.0% | -5.8% | +21.8% | +22.3% |
| 3M | +6.1% | -5.0% | +11.1% | +10.9% |
| 6M | -8.2% | +0.7% | -8.9% | -10.6% |
| YTD | -52.3% | +8.4% | -60.8% | -57.2% |
| 1Y | -54.5% | +10.1% | -64.6% | -59.8% |
| 3Y | -58.6% | +70.8% | -129.3% | -77.0% |
| 5Y | -61.5% | +55.4% | -116.9% | -76.2% |
| All | +73.3% | +219.2% | -145.8% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling